Agency MBS Transaction Summary
            
    
    Gross purchases from July 31 through August 6: $7,648 million 
Sales (dollar rolls) from July 31 through August 6: $0 million
Net purchases from July 31 through August 6: $7,648 million
                  All amounts reflect current face
            
            
               
                | 
                
            
            	| Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |  
                     
                      | Transactions 
                        ($ million) |   
                      | 
                           
                            | Maturity | Coupon | Settlement 
                                Month | FHLMC | FNMA | GNMA | GNMA2 |  
                            | 30 Year | 3.5 | Sep | 595 | 736 | 0 | 664 |  
                            |  | 3.5 | Oct | 248 | 300 | 0 | 662 |  
                            |  | 4 | Sep | 592 | 734 | 0 | 647 |  
                            |  | 4 | Oct | 275 | 354 | 0 | 642 |  
                            |  |  |  |  |  |  |  |  
                            | 15 Year | 2.5 | Oct | 51 | 51 | 0 | 0 |  
                            |  | 3 | Oct | 366 | 524 | 0 | 0 |  
                            |  | 3.5 | Oct | 104 | 103 | 0 | 0 |  
                            |  |  |  |  |  |  |  |   
                            | Total |  |  | 2,231 | 2,802 | 0 | 2,615 |  
                          	| *Does not include trades associated with small value exercises. |  |  |